SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for March 2016 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
IVV iShares S&P; 500 Index 3.42 -12.00% 161232 206.68 205.96
Intel Corp. Jr. Sub. Cv. Deb. conv 3.42 +18.00% 21000000 1.59 0.00
Allergan Plc pfd conv ser a 2.74 29135 915.87 0.00
HYG iShares iBoxx $ High Yid Corp Bond 2.39 NEW 285500 81.69 90.34
Wells Fargo & Company Non-cum Perpet cnv 2.26 +57.00% 18273 1205.00 0.00
Priceline Grp Inc note 0.350% 6/1 2.26 +6.00% 18375000 1.20 0.00
Bank Of America Corporation preferred 1.99 +35.00% 17031 1137.92 0.00
Frontier Communications Corp pfd conv ser-a 1.90 178631 103.76 0.00
Holx 2 12/15/43 1.44 +16.00% 11301000 1.24 0.00
Citrix Systems Inc conv 1.41 12301000 1.12 0.00
Priceline.com debt 1.000% 3/1 1.40 -14.00% 9520000 1.43 0.00
Old Republic Intl Corp note 1.37 +22.00% 10754000 1.24 0.00
Red Hat Inc conv 1.31 +5.00% 10300000 1.24 0.00
AGG iShares Lehman Aggregate Bond 1.26 110615 110.82 110.29
Illumina Inc. 0.00% June 15, 2019 ccb 1.24 +4.00% 11596000 1.04 0.00
Verisign Inc sdcv 3.250% 8/1 1.15 +37.00% 4329000 2.59 0.00
SPY SPDR S&P; 500 ETF 1.14 +2.00% 54168 205.51 205.25
Nvidia Corp note 1.000 12/0 1.13 +8.00% 6198000 1.78 0.00
Stericycle, Inc. pfd cv 1.02 +43.00% 106375 93.28 0.00
Gilead Sciences conv 1.00 -26.00% 2380000 4.11 0.00
Salesforce.com Inc conv 0.99 +6.00% 7758000 1.24 0.00
Anthem Inc conv pfd 0.99 +6.00% 207415 46.67 0.00
Tesla Motors Inc bond 0.96 -12.00% 10330000 0.91 0.00
Tyson Foods Inc cnv pfd 0.95 -5.00% 125355 74.22 0.00
Dominion Res D Ser A Units 6.375% 01-jul-2017 convprf 0.92 NEW 178495 50.46 0.00
American Tower Corp New Pfd Co pfd 0.85 +51.00% 79554 104.73 0.00
Euronet Worldwide Inc Note 1.500%10/0 Added 0.85 +10.00% 7004000 1.19 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.84 5010000 1.64 0.00
Wellpoint Inc Note cb 0.79 -7.00% 4030000 1.91 0.00
Electronics For Imaging Inc note 0.750% 9/0 0.79 +10.00% 7434000 1.04 0.00
Linkedin Corp note 0.500% 11/0 0.78 +27.00% 8342000 0.91 0.00
Microchip Technology Inc note 1.625% 2/1 0.77 NEW 7356000 1.02 0.00
Tesla Motors Inc bond 0.75 8500000 0.86 0.00
Liberty Interactive Llc conv 0.67 +66.00% 3905000 1.67 0.00
Sandisk Corp conv 0.67 +11.00% 6257000 1.04 0.00
Nextera Energy, Inc. pfd cv 0.66 +79.00% 105760 60.90 0.00
Pennymac Corp conv 0.66 7150000 0.90 0.00
Wpx Energy Inc pfd 0.65 -22.00% 175000 36.50 0.00
Wabash National Corp 3.375 '18 conv 0.64 -7.00% 4940000 1.27 0.00
Molina Healthcare Inc conv 0.64 +7.00% 4979000 1.25 0.00
Cheniere Energy Inc note 4.250% 3/1 0.64 +4.00% 12000000 0.52 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.61 -23.00% 6000000 0.99 0.00
Keycorp New pfd 7.75% sr a 0.60 45500 129.01 0.00
IWD iShares Russell 1000 Value Index 0.60 +59.00% 59650 98.81 101.93
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.60 +206.00% 6474000 0.91 0.00
Alexandria Real Estate Equitie conv prf 0.59 -26.00% 198000 29.04 0.00
Rwt 4 5/8 04/15/18 0.59 6100000 0.94 0.00
Wright Med Group Inc note 2.000% 2/1 0.59 NEW 6500000 0.89 0.00
51job Inc note 3.250% 4/1 0.57 5500000 1.01 0.00
Welltower Inc 6.50% pfd prepet 0.57 +59.00% 89422 61.67 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.56 -6.00% 4767000 1.14 0.00
Cemex Sab De Cv conv bnd 0.55 5125000 1.04 0.00
Quidel Corp note 3.250%12/1 0.55 -11.00% 6000000 0.89 0.00
Seacor Holding Inc note 3.000 11/1 0.55 -18.00% 7000000 0.76 0.00
Ishares Tr fltg rate nt 0.53 103464 50.41 0.00
Rait Financial Trust note 4.000%10/0 0.53 6241000 0.83 0.00
T Mobile Us Inc conv pfd ser a 0.53 +7.00% 78295 65.99 0.00
Bgc Partners, Inc. note 4.500% 7/1 0.52 +11.00% 4945000 1.02 0.00
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.52 6000000 0.85 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.51 +8.00% 46945 106.72 0.00
FEX First Trust Large Cap Core Alp Fnd 0.50 +10.00% 109182 44.62 45.69
Medicines Co dbcv 1.375% 6/0 0.50 +12.00% 3830000 1.27 0.00
National Health Invs Inc note 0.50 NEW 4699000 1.03 0.00
Fiat Chrysler Auto 0.50 +8.00% 66971 72.21 0.00
Integra Lifesciences Holdings conv bnd 0.49 +8.00% 3676000 1.29 0.00
Webmd Health Corp 1.5% cnvrtbnd 0.49 +9.00% 3612000 1.33 0.00
Intel Corp sdcv 0.48 -36.00% 3654000 1.27 0.00
On Semiconductor Corp note 2.625%12/1 0.48 +9.00% 4357000 1.08 0.00
1,375% Liberty Media 15.10.2023 note 0.48 +10.00% 4746000 0.99 0.00
Canadian Solar Inc note 4.250% 2/1 0.48 5600000 0.84 0.00
Nuvasive Inc. conv 0.47 +76.00% 3665000 1.26 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.47 4766000 0.97 0.00
Endologix, Inc. 3.25% 11/01/2020 0.47 +18.00% 4750000 0.96 0.00
J2 Global Inc note 3.250% 6/1 0.46 +11.00% 4160000 1.09 0.00
Envestnet Inc note 1.750%12/1 0.46 +73.00% 5205000 0.86 0.00
Echo Global Logistics Inc note 2.500% 5/0 0.46 -15.00% 4438000 1.01 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.45 -28.00% 4375000 1.01 0.00
Pra Group Inc conv 0.45 -15.00% 5500000 0.80 0.00
IYW iShares Dow Jones US Technology 0.44 +34.00% 39979 108.53 104.97
Starwood Property Trust note 0.43 +6.00% 4228000 1.00 0.00
Spectrum Pharmaceuticals Inc conv 0.43 -2.00% 4859000 0.87 0.00
Servicesource Intl 0.42 +10.00% 5066000 0.80 0.00
Ttm Technologies Inc conv 0.41 4500000 0.89 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.41 13500 293.33 0.00
Acorda Therap note 1.75% 6/15 0.41 -15.00% 4491000 0.89 0.00
Medicines Company conv 0.41 NEW 3500000 1.13 0.00
Forestar Group Inc note 0.40 4576000 0.86 0.00
Jarden Corp note 1.875% 9/1 0.40 +8.00% 2058000 1.88 0.00
Wells Fargo & Co mtnf 0.125% 3/1 0.40 -43.00% 4082000 0.96 0.00
Illumina Inc conv 0.40 +19.00% 3598000 1.08 0.00
Jazz Investments I Ltd. conv 0.40 +3.00% 3816000 1.03 0.00
Meritage Homes Corp conv 0.39 3850000 0.99 0.00
Exelon Corp 6.5% 01-jun-2017 convprf 0.39 NEW 78955 48.70 0.00
B2gold Corp conv 0.39 -38.00% 4500000 0.84 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.39 3500000 1.10 0.00
Servicenow Inc. note 0.39 +8.00% 3539000 1.08 0.00
Spirit Realty Capital Inc convertible cor 0.38 NEW 3697000 1.00 0.00
Blucora Inc note 4.250% 4/0 0.38 -28.00% 5000000 0.75 0.00
Rti Intl Metals Inc note 1.625%10/1 0.37 3475000 1.05 0.00
Chart Industries 2% conv 0.35 -3.00% 3866000 0.89 0.00
Vector Group Ltd note 1.75% 4/15 0.35 +13.00% 3036000 1.11 0.00
Encore Capital Group Inc note 0.35 5000000 0.69 0.00
Huron Consulting Group I 1.25% cvbond 0.35 -35.00% 3500000 0.97 0.00
Allscripts Healthcare So conv 0.34 +9.00% 3262000 1.02 0.00
Integrated Device Technology note 0.875% 11/1 0.34 +6.00% 3519000 0.93 0.00
Twitter Inc note 1.000% 9/1 0.34 -14.00% 4000000 0.84 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.33 +71.00% 1640000 1.99 0.00
Proofpoint Inc note 1.250%12/1 0.33 +1000.00% 2200000 1.46 0.00
Tcp Cap Corp note 5.250%12/1 0.32 3225000 0.98 0.00
Black Hills Corp unit 99/99/9999 0.31 NEW 44000 67.82 0.00
Sandisk Corp note 1.500% 8/1 0.30 +10.00% 1867000 1.58 0.00
Airtran Hldgs Inc note 5.250%11/0 0.30 964000 3.04 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.30 3750000 0.79 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.29 -25.00% 5165000 0.55 0.00
Alza Corp sdcv 7/2 0.29 +669.00% 1909000 1.48 0.00
TLT iShares Barclays 20+ Yr Treas.Bond 0.29 +18.00% 21381 130.68 126.45
Take-two Interactive Softwar note 1.000% 7/0 0.29 +11.00% 1569000 1.78 0.00
Rpm International Inc convertible cor 0.29 -52.00% 2523000 1.14 0.00
Alcoa Inc cnv pfd 0.29 NEW 88170 32.23 0.00
Herbalife Ltd conv 0.29 -44.00% 2980000 0.96 0.00
Enernoc, Inc. conv 0.29 4000000 0.71 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.28 3350000 0.81 0.00
Encore Cap Group Inc note 3.000% 7/0 0.28 -12.00% 3500000 0.78 0.00
Monster Worldwide Inc note 3.500%10/1 0.28 -33.00% 3000000 0.91 0.00
Nxp Semiconductors N V dbcv 1.000% 12/0 0.28 +11.00% 2447000 1.11 0.00
Rovi Corp Note 0.500% 3/0 bond 0.28 NEW 2869000 0.95 0.00
Huntington Bancshares Inc pfd conv ser a 0.27 +9.00% 1968 1354.17 0.00
Macquarie Infrastructure conv 0.27 -56.00% 2365000 1.10 0.00
Yandex N V debt 1.125%12/1 0.27 -29.00% 3000000 0.88 0.00
Stanley Black & Decker Inc Uni pfd 0.26 +4.00% 22769 113.36 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.26 +8.00% 2118000 1.18 0.00
Yahoo Inc note 12/0 0.26 +11.00% 2524000 0.99 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.25 2145000 1.13 0.00
Resource Capital Corporation note 8.000 1/1 added 0.25 2600000 0.95 0.00
Palo Alto Networks Inc note 7/0 0.25 +7.00% 1593000 1.56 0.00
FPX First Trust IPOX-100 Index Fund 0.24 -54.00% 47300 50.15 51.59
Micron Technology Inc note 2.125% 2/1 0.24 NEW 2000000 1.19 0.00
Incyte Corp note 0.375%11/1 0.24 +12.00% 1493000 1.54 0.00
Ent 2 3/4 2/15/35 convertible bond 0.23 NEW 3000000 0.76 0.00
Teva Pharm Finance Llc Cvt cv bnd 0.22 +7.00% 1681000 1.30 0.00
D First Tr Exchange-traded Fd 0.22 NEW 117390 18.65 0.00
Ishares Msci Usa Quality Facto invalid 0.22 NEW 32568 65.62 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.22 NEW 2000000 1.08 0.00
Arcc 4 7/8 03/15/17 0.21 +285.00% 2051000 1.01 0.00
Brocade Communications conv 0.21 NEW 2032000 0.99 0.00
Interdigital Inc 1.5% 3/1/20 convertible bond 0.21 NEW 1989000 1.02 0.00
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.20 +9.00% 43890 44.84 0.00
Teligent Inc note 3.750 12/1 0.20 2500000 0.78 0.00
AAPL Apple 0.19 17213 109.05 123.28
Akamai Technologies Inc Sr Cv zero coupon bonds 0.19 -45.00% 1846000 0.98 0.00
Fluidigm Corporation convertible cor 0.18 -8.00% 3200000 0.55 0.00
XLU Utilities SPDR 0.17 33726 49.64 43.18
Teleflex Inc note 3.875% 8/0 0.17 -37.00% 638000 2.55 0.00
Fidelity National Finance conv 0.17 -3.00% 863000 1.87 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.17 +10.00% 913000 1.84 0.00
Nuance Communications 0.17 +153.00% 1598000 1.03 0.00
Liberty Media Corp deb 3.500% 1/1 0.16 NEW 3000000 0.53 0.00
IYF iShares Dow Jones US Financial 0.16 18005 84.64 88.01
Helix Energy Solutions note 0.16 NEW 2000000 0.78 0.00
Electronic Arts Inc conv 0.16 -27.00% 761000 2.07 0.00
Alphabet Inc Class A cs 0.16 2031 763.17 0.00
Webmd Health Conv Sr Notes conv 0.15 NEW 1270000 1.14 0.00
Danaher Corp Del debt 0.14 511000 2.76 0.00
IWS iShares Russell Midcap Value Index 0.14 NEW 18787 70.90 73.47
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.14 -83.00% 69775 19.48 0.00
IYR iShares Dow Jones US Real Estate 0.13 +8.00% 15747 77.79 76.66
JPM JPMorgan Chase & Co. 0.12 20039 59.18 60.16
KMB Kimberly-Clark Corporation 0.12 8685 134.48 103.80
MSFT Microsoft Corporation 0.11 19862 55.13 42.00
Laboratory Corp Amer Hldgs debt 0.11 669000 1.57 0.00
JNJ Johnson & Johnson 0.09 8057 108.35 98.55
GE General Electric Company 0.09 26243 31.78 25.35
Citi 0.09 20189 41.76 0.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.08 -78.00% 1975000 0.40 0.00
BRK.B Berkshire Hathaway 0.07 4617 141.87 0.00
XOM Exxon Mobil Corporation 0.07 8555 83.46 84.57
PFE Pfizer 0.07 24441 29.66 33.78
T AT&T; 0.07 16535 39.13 32.70
WFC Wells Fargo & Company 0.07 13382 48.42 53.90
PG Procter & Gamble Company 0.07 +27.00% 8563 82.33 81.31
Ramco-gershenson Pptys Tr perp pfd-d cv 0.07 10000 65.00 0.00
Facebook Inc cl a 0.07 5697 113.92 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.07 713000 0.99 0.00
L Loews Corporation 0.06 16540 38.27 39.42
BAC Bank of America Corporation 0.06 45270 13.50 15.95
KO Coca-Cola Company 0.06 13101 46.33 40.22
HD Home Depot 0.06 4597 132.91 113.11
VZ Verizon Communications 0.06 +33.00% 11601 53.96 48.01
UNH UnitedHealth 0.06 4303 128.98 113.33
AMZN Amazon 0.06 925 596.76 372.62
MO Altria 0.05 7469 62.93 52.47
PEP Pepsi 0.05 4460 102.02 93.96
ORCL Oracle Corporation 0.05 11588 40.90 41.62
CELG Celgene Corporation 0.05 4598 100.70 118.26
Cobalt Intl Energy Inc note 0.05 NEW 1000000 0.49 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.05 -79.00% 631000 0.79 0.00
FDX FedEx Corporation 0.04 2302 163.34 170.82
CVX Chevron Corporation 0.04 4373 95.59 102.86
CSCO Cisco Systems 0.04 14417 28.44 28.51
INTC Intel Corporation 0.04 12072 32.22 32.76
AMGN Amgen 0.04 2584 149.38 153.92
MRK Merck & Co 0.04 6977 53.17 56.20
GILD Gilead Sciences 0.04 3874 92.41 99.53
LOW Lowe's Companies 0.04 5263 75.81 73.15
Cien 4 12/15/20 0.04 -6.00% 353000 1.24 0.00
Sunpower Corp dbcv 0.750% 6/0 0.04 396000 1.10 0.00
Allergan 0.04 1482 267.88 0.00
CMCSA Comcast Corporation 0.03 4829 61.09 58.60
MA MasterCard Incorporated 0.03 3446 94.89 87.52
Suntrust Banks Inc $1.00 Par Cmn 0.03 8220 36.01 0.00
COST Costco Wholesale Corporation 0.03 1658 157.42 148.30
MCD McDonald's Corporation 0.03 2263 125.06 96.21
ABT Abbott Laboratories 0.03 6894 41.78 46.40
DIS Walt Disney Company 0.03 3096 99.16 103.60
MMM 3M Company 0.03 1619 164.92 162.72
UNP Union Pacific Corporation 0.03 3598 80.32 114.86
IP International Paper Company 0.03 7432 41.04 54.31
RTN Raytheon Company 0.03 2536 123.42 106.21
CVS CVS Caremark Corporation 0.03 3015 103.48 101.90
KR Kroger 0.03 6743 38.26 74.09
TMO Thermo Fisher Scientific 0.03 1856 141.70 127.98
MCK McKesson Corporation 0.03 1964 157.84 221.98
HON Honeywell International 0.03 2276 111.60 100.92
PM Philip Morris International 0.03 2773 98.09 77.69
SLB Schlumberger 0.03 3927 73.59 81.67
TJX TJX Companies 0.03 3647 78.15 67.66
GD General Dynamics Corporation 0.03 2151 132.03 133.60
V Visa 0.03 -18.00% 4103 76.53 266.74
DAL Delta Air Lines 0.03 6793 48.58 44.19
Invesco Ltd shs 0.03 8093 30.52 0.00
KEY Key 0.03 23009 11.00 14.07
MET MetLife 0.03 7281 43.95 50.75
GM General Motors Company 0.03 9027 31.35 37.89
Epr Properties Pfd C 5.75% 0.03 10500 25.71 0.00
Twenty-first Century Fox 0.03 10304 27.85 0.00
Intercontinentalexchange 0.03 1137 235.71 0.00
American Airls 0.03 8230 41.07 0.00
First Trust Iv Enhanced Short 0.03 4694 59.65 0.00
Medtronic 0.03 4179 75.14 0.00
Priceline Group Inc/the conv 0.03 331000 1.01 0.00
TWX Time Warner 0.02 NEW 2824 73.65 83.25
WMT Wal-Mart Stores 0.02 3360 68.75 81.06
CBS CBS Corporation 0.02 NEW 3948 54.71 59.57
Royal Caribbean Cruises 0.02 NEW 2480 82.66 0.00
BA Boeing Company 0.02 1592 127.51 152.38
AET Aetna 0.02 2127 112.83 100.76
ALL Allstate Corporation 0.02 NEW 3107 66.95 68.72
COF Capital One Financial 0.02 3529 68.86 77.96
GIS General Mills 0.02 3586 63.58 51.55
NKE NIKE 0.02 3911 61.37 96.37
TXN Texas Instruments Incorporated 0.02 3811 57.47 57.48
UTX United Technologies Corporation 0.02 2260 101.33 118.52
XRX Xerox Corporation 0.02 14467 11.13 12.92
BIIB Biogen Idec 0.02 783 260.54 415.20
ONNN ON Semiconductor 0.02 15812 9.61 12.68
CRM salesforce 0.02 3316 73.28 64.26
IYE iShares Dow Jones US Energy Sector 0.02 6550 34.81 42.41
Ares Capital Corp 5.125 2016 conv 0.02 -20.00% 230000 1.00 0.00
Mondelez Int 0.02 5421 40.03 0.00
Abbvie 0.02 4085 57.04 0.00
Prospect Capital Corporati mtnf 5.375% 0.02 170000 0.98 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.01 50000 0.98 0.00
Starwood Ppty note 4.0% 1/15/ 0.01 92000 1.00 0.00
Janus Capital conv 0.01 -92.00% 57000 1.42 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.01 -96.00% 126000 0.90 0.00
Ares Capital Corp conv 0.01 100000 1.01 0.00
Jarden Corp conv 0.01 +5.00% 38000 1.55 0.00
Mentor Graphics 4% 2031 conv 0.00 +5.00% 20000 1.00 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.00 NEW 29000 1.10 0.00
Micron Technology Inc note 1.625% 2/1 0.00 22000 1.18 0.00